-28.3%
APTV vs IT
+90.0%
-118.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.4% |
| 7D | -1.7% | +1.1% | -2.8% | -2.2% |
| 30D | -11.6% | -1.8% | -9.7% | -11.3% |
| 3M | -21.2% | +4.8% | -26.0% | -23.9% |
| 6M | -28.5% | +33.0% | -61.5% | -42.0% |
| YTD | -49.1% | -23.8% | -25.2% | -46.3% |
| 1Y | -52.2% | -16.5% | -35.7% | -52.3% |
| 3Y | -48.6% | -53.6% | +5.0% | -31.6% |
| 5Y | -77.3% | -42.1% | -35.1% | -74.6% |
| All | -28.3% | +90.0% | -118.3% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling